Visual Studio Magazine

Matrix Inverse Using Newton Iteration with C#

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of computing a matrix inverse using the Newton iteration algorithm. Compared to other algorithms, Newton ...
Visual Studio Magazine

Matrix Inverse Using Cayley-Hamilton with C#

Dozens of machine learning algorithms require computing the inverse of a matrix. Computing a matrix inverse is conceptually easy, but implementation is one of the most challenging tasks in numerical ...
JSTOR Daily

On a Relationship between the Inverse of a Stationary Covariance Matrix and the Linear Interpolator

Journal of Applied Probability, Vol. 27, No. 1 (Mar., 1990), pp. 156-170 (15 pages) Let Xt be a discrete-time multivariate stationary process possessing an infinite autoregressive representation and ...
JSTOR Daily

Carathéodory-Toeplitz and Nehari Problems for Matrix Valued Almost Periodic Functions

In this paper the positive and strictly contractive extension problems for almost periodic matrix functions are treated. We present necessary and sufficient conditions for the existence of extensions ...
Simon Fraser University

The Inverse Autocorrelation Function

The sample inverse autocorrelation function (SIACF) plays much the same role in ARIMA modeling as the sample partial autocorrelation function (SPACF) but generally indicates subset and seasonal ...